Financial-Crisis-Project

This project focuses on the application and implementation of Random Matrix Theory (RMT) in analyzing and interpreting the global financial indices during the 2008 financial crisis. Using RMT, it is possible to know the empricial eigenvalue distribution and its corresponding distribution of the eigenvector components. As a result, comparisons will be made to analyze the financial data in three different periods which are before, during and after the 2008 financial crisis. Furthermore, new contributions will be introduced and implemented to analyze, clean and provide an interpretation and comparison of the financial data from the three different periods of the financial crisis.